Let $f: [a,b]\rightarrow\mathbb{R}$, $x\mapsto x^2$ where $a,b\in\mathbb{R}$
Without loss of generality, assume $|a|>|b|$
Let $\epsilon>0, x$ and $y\in[a,b]$ and $\delta=\min\{1,\frac{\epsilon}{2|a|+1}\}$
Further suppose $|x-y|<\delta$
Then $|x+y|=|x+x-x+y|\le |x+x|+|y-x|=|2x|+|x-y|<2|a|+\delta$
So $|f(x)-f(y)|=|x^2-y^2|=|x-y||x+y|<\delta(2|a|+\delta)\le(2|a|+1)\delta\le\frac{(2|a|+1)\epsilon}{2|a|+1}=\epsilon$
$\therefore\space f$ is continuous on $[a.b]$
Is my approach correct? I can see why this would not work on $\mathbb{R}$ (would not be able to bound $|2x|$ for example) but I am not able to visualize it. Any tips on how to see it graphically at least?
What you did is correct.
In order to prove that $f$ is not uniformly continuous, use the fact that, given $\delta>0$,$$\lim_{x\to+\infty}\bigl(f(x+\delta)-f(x)\bigr)=+\infty.$$